معرفی
Mark J. Kamstra is a Professor of Finance at York University's Schulich School of Business and holds the Richard E. Waugh Chair in Business History. He obtained his Ph.D. in Economics from the University of California, San Diego, and has held visiting positions at Stanford University, Rady School of Management, and the Federal Reserve Bank of Atlanta.
His research explores behavioral finance and empirical asset pricing, with a focus on how psychological factors like Seasonal Affective Disorder (SAD) influence market dynamics. Kamstra's work bridges traditional financial theory with behavioral anomalies, examining investor risk tolerance, attention mechanisms, and market seasonality.
His publications demonstrate a consistent focus on seasonality effects, behavioral drivers of asset prices, and methodological innovations in financial modeling. Key themes include daylight-saving impacts on markets, mutual fund flows, and annuity pricing.
Scientific Awards:
- Canadian Securities Institute Research Foundation Professorship (2015-2018)
- Multiple SSHRC research grants (2022-2027, 2011-2015)
- NYSE Best Paper on Equity Trading (1994)
Kamstra has advised over 15 doctoral students and supervised dissertations on topics including asset pricing and behavioral finance. He leads the 'Digital Currencies' project, a collaboration with the Bank of Canada exploring blockchain applications.
